I vote for 4k, personally. Here's my reasoning:

4k is a lot more narratively interesting. Duels won't last as long and are a lot tighter, making you be more conservative with both LP and maybe a little more risky with your plays. Both players are on a timer, which leads to tension. Longer duels are just not as interesting to write out, as I've witnessed first hand in my RP. Some of the most fun duels I've had barely scraped the turn 10 mark, which is counting each player's turn as 1 (so 5 turns for both players). This is also why the anime does it: Not only does it save time, you can also chop off LP in a more interesting way rather than just hurling 3 chunks of 2.5k and then letting the protag reversal it by buffing their monster up to 20k ATK or something ridiculous.

I'm fine with either, though.